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Unconditionally positivity-preserving approximations of the Ait-Sahalia type model: Explicit Milstein-type schemes.
Yingsong Jiang
Ruishu Liu
Xiaojie Wang
Jinghua Zhuo
Published in:
CoRR (2024)
Keyphrases
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mathematical model
high level
probabilistic model
probability distribution
theoretical analysis
statistical model
cost function
computational model
closed form
image segmentation
prior knowledge
experimental data